AVP, Quantitative Risk Methodology & Governance

Quantitative Risk Management (QRM) is responsible for providing governance to the first line risk teams across all HKEX group clearing houses. You will join a high-calibre team of quant analysts and developers within the Group Quant Risk team in HK.

Responsibilities:

• Participate in model development and implementation involving new products, clearing houses market risk, investment market risk, and liquidity risk.
• Lead or support projects in Quantitative Risk Methodology and Governance team, liaising with cross-departmental stakeholders and regulators.
• Collaborate closely with the model validation team to facilitate the validation of models.

Requirements:

• A degree holder in accounting, finance, or quantitative field.
• Professional qualifications, such as CPF, CFA, FRM are preferred.
• At least 4-8 years of relevant experiences working in financial markets.
• Knowledge of financial and investment products and the related risks factors and trading dynamics.
• Strong analytical and problem-solving skills.
• Outstanding aptitude for teamwork and willingness to learn.
• Good written and verbal communication skills are required.
• Fluent in English.